Alpha Architect Research Blog

The Newest Alpha Architect Research and Insights


DIY Asset Allocation Weights: February 2017

Do-It-Yourself tactical asset allocation weights are posted. Create a free account here if you want to access the site directly. Sign in here if you already have a free account. Strategy Date Domestic Value Domestic Mom Int'l. Value Int'l. Mom Real Estate Commodities ...

Berkin and Swedroe’s Factor Investing Book

Well, I was midway through a formal book review on Larry and Andrew's new book, "Your Complete Guide to Factor-Based Investing," when I noticed that the team over at GestaltU already wrote the review I was going to write -- ...

Shooting Yourself in the Foot with Socially Responsible Investing

Socially responsible investing (SRI). Environmental, Social, and Governance investing (ESG). Impact investing...and so on... These socially responsible investing concepts can be roughly described as portfolio strategies that allocate investment dollars based on ethical, social, sustainability, or other factors. This form of ...

Treasury Bills Outperform Most Stocks — Say What???

Each morning we peruse a variety of research sites to see if there is anything exciting, new, and intriguing. Rarely does one find something that triggers a knee-jerk reaction like a recent paper by Hendrik Bessembinder. The title almost FORCES ...

1042 QRP: Weighing the High Cost of Floating Rate Notes

This cost-benefit analysis of floating rate notes as a 1042 QRP asset class will open your eyes to their high costs, ongoing fees and sub-optimal attributes ...

See you at the ETF Conference!

Myself, Jack Vogel, and Yang Xu are at the ETF conference the next few days. See below for mugshots. Give us a shout if you are around! ...

A Tactical Asset Allocation Researcher You Should Know

I'm a huge fan of hard-core academics that produce incredible research, and yet, very few are familiar with their research. I call these folks, "undiscovered gems." One might ask why undiscovered gems exist. On one hand, if a researcher produces incredible ...

Book Review — Loaded: Money, Psychology, and How to Get Ahead…

A few months ago I had the pleasure of hearing Sarah Newcomb speak at a recent Morningstar ETF conference. She was extraordinary. Although I only caught the last 20 minutes of her talk, she had my mind racing in a ...

How to Reduce Taxes through Negotiation

Since this is my first post, I'll make a quick introduction before getting to the content: I love science and learning. In college, I majored in physics and, upon completion, felt I had earned a four-year degree in the Discovery Channel ...

The Momentum Investing Texas Tour with Gary Antonacci and Jack Vogel

Next week we'll be touring the great state of Texas. Me, Gary Antonacci, and Jack Vogel, will be traveling between Houston, Austin, and Dallas. Gary and I will be leading discussions on momentum investing. Gary will focus on the use ...

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